I'll set the 'set value' to 66, it will heat the water up to that level and then the 'present value' display will read as if it is holding a steady temp at 66.

Afterwards I'll raise the set value to 75, and instantly the present value temperature reading will increase dramatically.

I have no idea what is going on here. Do any of you know what it could be? I have some video of this happening in my later posts.

Here are a couple pics of my set up:
Note: I hadn't calibrated the temperatures yet in this picture, so that's why the PVs for the three PIDs are all reading different room temperatures. And, yes, I know the middle one isn't currently connected to an SSR.

I went back and turned the auto-tune back on and started over, but I'm still having problems.

http://youtu.be/SAPQVwNdjV8?t=29s
In this video, I set the set value to 51.5 and let it heat up to that temp. After that, the present value reads 51.5 for a long time. Then, once I change the SV, the PV jumps up 52.2 and continues to climb. It's currently up to 53.5.

This happened to me once during a mash and I was several degrees over what I should have been. It really pissed me off.

Sorry for the music on the video. There were some distracting background noises that I wanted to eliminate.